Andrey Pogudin

Available identifiers

zbMath Open pogudin.andreyMaRDI QIDQ2856039

List of research outcomes

Publication	Date of Publication	Type
The large-maturity smile for the SABR and CEV-Heston models	2014-04-25	Paper
The nature of the dependence of the magnitude of rate moves on the rates levels: a universal relationship	2014-02-08	Paper
Hitting times, occupation times, trivariate laws and the forward Kolmogorov equation for a one-dimensional diffusion with memory	2013-10-23	Paper

Research outcomes over time

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